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IMA Data Science Seminar - March Boedihardjo

Speaker: March Boedihardjo
Title: Spectral norm of random matrices
Abstract: Tropp's matrix concentration inequalities give sharp estimates for the spectral norm of many random matrices that arise in applications. However, even in the case when all the entries are i.i.d. standard Gaussian, the estimates are only sharp up to a log-dimension factor but not even sharp up to a constant. I will present an estimate for sums of independent random matrices that is sharp in many cases including the case when all the entries are i.i.d. standard Gaussian. Joint work with Afonso Bandeira and Ramon van Handel.

Jan 24, 2023 01:25 PM in Central Time (US and Canada)